| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | MANUFACTURERS LIFE INSURANCE COMPANY, THE | 12,165,000 | 1,392,138,000 | 54.57% | PRN | |
| 2 | JPMORGAN CHASE & CO | 5,856,000 | 670,149,000 | 26.27% | ||
| 3 | CI INVESTMENTS INC. | 36,625,000 | 41,913,000 | 1.64% | ||
| 4 | CQS Cayman LP | 30,850,000 | 36,080,000 | 1.41% | PRN | |
| 5 | SILVERBACK ASSET MANAGEMENT LLC | 25,850,000 | 29,650,000 | 1.16% | PRN | |
| 6 | ANGELO GORDON & CO., L.P. | 25,500,000 | 29,182,000 | 1.14% | PRN | |
| 7 | FARALLON CAPITAL MANAGEMENT LLC | 24,000,000 | 27,529,000 | 1.08% | PRN | |
| 8 | CITADEL ADVISORS LLC | 23,000,000 | 26,398,000 | 1.03% | PRN | |
| 9 | ADVENT CAPITAL MANAGEMENT /DE/ | 21,143,000 | 24,287,000 | 0.95% | PRN | |
| 10 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 20,160,000 | 23,453,000 | 0.92% | PRN | |
| 11 | BNP Paribas Asset Management Holding S.A. | 20,000,000 | 23,256,000 | 0.91% | PRN | |
| 12 | OAKTREE CAPITAL MANAGEMENT LP | 18,000,000 | 20,574,000 | 0.81% | PRN | |
| 13 | BASSO CAPITAL MANAGEMENT, L.P. | 16,150,000 | 18,518,000 | 0.73% | PRN | |
| 14 | DEUTSCHE BANK AG\ | 15,118,000 | 17,299,000 | 0.68% | PRN | |
| 15 | WELLS FARGO & COMPANY/MN | 13,503,000 | 15,541,000 | 0.61% | PRN | |
| 16 | LAZARD ASSET MANAGEMENT LLC | 11,000,000 | 12,588,000 | 0.49% | PRN | |
| 17 | Assured Investment Management LLC | 10,500,000 | 12,089,000 | 0.47% | PRN | |
| 18 | PUTNAM INVESTMENTS LLC | 10,387,000 | 11,887,000 | 0.47% | ||
| 19 | AMERIPRISE FINANCIAL INC | 9,223,000 | 10,555,000 | 0.41% | PRN | |
| 20 | CAPSTONE INVESTMENT ADVISORS, LLC | 8,640,000 | 9,934,000 | 0.39% | PRN | |
| 21 | GEODE CAPITAL MANAGEMENT, LLC | 8,000,000 | 9,172,000 | 0.36% | PRN | |
| 22 | CREDIT SUISSE AG/ | 7,665,000 | 8,771,000 | 0.34% | PRN | |
| 23 | Ferox Capital Management LP | 7,500,000 | 8,590,000 | 0.34% | PRN | |
| 24 | THRIVENT FINANCIAL FOR LUTHERANS | 7,375,000 | 8,479,000 | 0.33% | ||
| 25 | Invesco Ltd. | 7,000,000 | 8,011,000 | 0.31% | ||
| 26 | BESSEMER GROUP INC | 7,000,000 | 7,971,000 | 0.31% | ||
| 27 | OppenheimerFunds, Inc. | 5,505,000 | 6,327,000 | 0.25% | ||
| 28 | GLG Partners LP | 5,465,000 | 6,267,000 | 0.25% | PRN | |
| 29 | PEAK6 Group LLC | 50,000 | 5,747,000 | 0.23% | PRN | |
| 30 | NOMURA HOLDINGS INC | 4,712,000 | 5,392,000 | 0.21% | PRN | |
| 31 | TD Securities (USA) LLC | 4,500,000 | 5,122,000 | 0.20% | PRN | |
| 32 | Nicholas Investment Partners, LP | 3,590,000 | 4,108,000 | 0.16% | PRN | |
| 33 | ROYAL BANK OF CANADA | 2,642,000 | 3,023,000 | 0.12% | PRN | |
| 34 | Lombard Odier Asset Management (Europe) Ltd | 2,500,000 | 2,863,000 | 0.11% | PRN | |
| 35 | SSI INVESTMENT MANAGEMENT LLC | 2,250,000 | 2,574,000 | 0.10% | PRN | |
| 36 | GOLDMAN SACHS GROUP INC | 1,636,000 | 1,872,000 | 0.07% | PRN | |
| 37 | GRACE BROTHERS MANAGEMENT LLC | 1,000,000 | 1,149,000 | 0.05% | PRN | |
| 38 | Kohlberg Kravis Roberts & Co. L.P. | 1,000,000 | 1,149,000 | 0.05% | PRN | |
| 39 | MANAGED ACCOUNT ADVISORS LLC | 568,000 | 650,000 | 0.03% | PRN | |
| 40 | IRON Financial LLC | 285,000 | 331,000 | 0.01% | ||
| 41 | Ionic Capital Management LLC | 200,000 | 229,000 | 0.01% | PRN | |
| 42 | Clearbridge Investments, LLC | 5,550,000 | 64,000 | 0.00% | PRN | |
| 43 | BANK OF AMERICA CORP /DE/ | 2,000 | 2,000 | 0.00% | PRN |
From 2023-01-03 onward, the SEC requires values to be reported in nearest dollars. Earlier filings reported values in thousands; therefore, positions shown as $0 in older filings may represent actual values between $0–$999.
